On forward and backward SPDEs with non-local boundary conditions
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Publication:255495
DOI10.3934/dcds.2015.35.5335zbMath1334.60108arXiv1307.8223OpenAlexW2964119001MaRDI QIDQ255495
Publication date: 9 March 2016
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.8223
Diffusion processes (60J60) Financial applications of other theories (91G80) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Local time and additive functionals (60J55) Portfolio theory (91G10)
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On degenerate backward SPDEs in bounded domains under non-local conditions, On backward SPDEs without proper Cauchy condition, First Order BSPDEs in Higher Dimension for Optimal Control Problems, On recovering parabolic diffusions from their time-averages
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